CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 507-0 522-4 15-4 3.1% 483-4
High 517-2 522-4 5-2 1.0% 517-2
Low 502-4 507-4 5-0 1.0% 480-2
Close 513-2 508-2 -5-0 -1.0% 513-2
Range 14-6 15-0 0-2 1.7% 37-0
ATR 10-6 11-1 0-2 2.8% 0-0
Volume 265,110 229,661 -35,449 -13.4% 955,365
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 557-6 548-0 516-4
R3 542-6 533-0 512-3
R2 527-6 527-6 511-0
R1 518-0 518-0 509-5 515-3
PP 512-6 512-6 512-6 511-4
S1 503-0 503-0 506-7 500-3
S2 497-6 497-6 505-4
S3 482-6 488-0 504-1
S4 467-6 473-0 500-0
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 614-5 600-7 533-5
R3 577-5 563-7 523-3
R2 540-5 540-5 520-0
R1 526-7 526-7 516-5 533-6
PP 503-5 503-5 503-5 507-0
S1 489-7 489-7 509-7 496-6
S2 466-5 466-5 506-4
S3 429-5 452-7 503-1
S4 392-5 415-7 492-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 522-4 480-2 42-2 8.3% 11-4 2.3% 66% True False 202,875
10 522-4 459-6 62-6 12.3% 9-6 1.9% 77% True False 206,852
20 522-4 415-4 107-0 21.1% 9-0 1.8% 87% True False 179,723
40 522-4 375-6 146-6 28.9% 9-7 1.9% 90% True False 168,548
60 522-4 343-2 179-2 35.3% 9-1 1.8% 92% True False 151,830
80 522-4 343-2 179-2 35.3% 8-3 1.7% 92% True False 128,707
100 522-4 343-2 179-2 35.3% 8-0 1.6% 92% True False 113,242
120 522-4 343-2 179-2 35.3% 7-6 1.5% 92% True False 100,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 586-2
2.618 561-6
1.618 546-6
1.000 537-4
0.618 531-6
HIGH 522-4
0.618 516-6
0.500 515-0
0.382 513-2
LOW 507-4
0.618 498-2
1.000 492-4
1.618 483-2
2.618 468-2
4.250 443-6
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 515-0 507-4
PP 512-6 506-7
S1 510-4 506-1

These figures are updated between 7pm and 10pm EST after a trading day.

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